Stackelberg Games and Their Applications to General Equilibrium Theory

Over the last two centuries, mathematical economists and game theorists alike, have dedicated a great deal of effort to constructing models of rational behavior that are arguably representative of human behavior. These models can be roughly categorized as general equilibrium models, i.e., market models, and game models. Although both concern rational agents, the algorithmic literature on general equilibrium and games has evolved mostly independently. In this talk, I will introduce novel algorithms to solve important classes of two-player sequential, i.e., Stackelberg, zero-sum games, and show how these games can model well known classes of general equilibrium models allowing us to obtain efficient algorithms to solve these models.